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That is so you can check them and then choose delete. So you don't delete ones you want to keep, or you can forward them to other people. Nothing too special. But in order to either delete or forward you have to check at least one of the boxes.

I just looked at your screen shot. Are you refering to the box that doesn't have a date by it? It is supposed to select all when you check that. Possibly the browser you are using in *IX doesn't support that? Have you tried it with a different browser?